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Position Sizing 头寸大小: Page 3 of 4

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Complex Position Sizing

Complex Forex Position Sizing

In this lesson, we’ll teach you how to calculate for pairs in which your account denomination isn’t one of currencies in the pair currency pair that you wanna trade.

Account Denomination is not in the Currency Pair traded, but the same as the Conversion Pair’s Counter Currency.

Ned is back in the U.S., (we think that he’s actually a super spy just like Forex Ninja, traveling and saving the world in his free time) and today he decides to trade EUR/GBP with a 200 pip stop. To find the correct position size, we need to find the value of Ned’s risk in British Pounds.

Remember, the value of a currency pair is in the counter currency.

Okay let’s straighten things out here. He’s back trading with his U.S. broker selling EUR/GBP and he only wants to risk 1% of his USD 5,000 account, or USD 50.

To find the correct position size in this situation, we need the GBP/USD exchange rate. Let’s use 1.7500 and because his account is in USD, we need to invert that exchange rate to find the proper amount in British Pounds.

USD 50 * (GBP 1/USD 1.7500) = GBP 28.57

Now, we just finish the rest the same way as the other examples. Divide by the stop loss in pips:

(GBP 28.57)/(200 pips) = GBP 0.14 per pip

And finally, multiply by the known unit-to-pip value ratio:

(GBP 0.14 per pip) * [(10k units of EUR/GBP)/(GBP 1 per pip)] = approximately 1,429 units of EUR/GBP

Ned can sell no more than 1,429 units of EUR/GBP to stay within his pre-determined risk levels.

Account Denomination is not in the Currency Pair traded, but the same as the Conversion Pair’s Base Currency.

Ned decides to go snowboarding in Switzerland, and in between a couple of double black diamond runs, he opens up his trading account on his super spy phone with a local FX broker. He sees a great setup on CHF/JPY, and he has decided that he will get out of the trade if it goes beyond a major resistance level–about 100 pips against him. Ned will only risk the usual 1% of his CHF 5,000 account or CHF 50.

First, we need to find the value of CHF 50 in Japanese yen, and since the account is the same denomination as the conversion pair’s base currency, all we have to do is multiply the amount risked by CHF/JPY exchange rate (85.00):

CHF 50 * (JPY 85.00/ CHF 1) = JPY 4,250

Now, we just finish the rest the same way as the other examples. Divide by the stop loss in pips:

JPY 4,250/100 pips = JPY 42.50 per pip

And finally, multiply by a known unit-to-pip value ratio:

JPY 42.50 per pip * [(100 units of CHF/JPY)/(JPY 1 per pip)] = approximately 4,250 units of CHF/JPY

Shabam! There you have it!

Ned can trade no more than 4,250 units of CHF/JPY to keep his loss at CHF 50 or less.

复合头寸规模

本课,我们将教你,当账户币种不是你想要交易的货币对中的货币时,头寸规模如何计算。

账户币种不是所交易的货币对中的任意一种,而是转换货币中的相对货币

张三回到美国,(我们认为他实际上是一名超级间谍,游走于各地,拯救世界)。今天,他决定交易欧元/英镑,止损设定200点。想要找出正确的头寸规模,我们需要确定张三愿意冒的风险(以英镑为单位)。

记住,货币对的价值是以相对货币计算的。

好吧,让我们把事情弄清楚。他回到美国,通过美国经纪商卖出欧元/英镑。他仅愿意拿其5000美元账户的1%冒险,即50美元。

要找到这种情况下的正确的头寸规模,我们需要知道英镑/美元的汇率。假设汇率为1.7500,因为他的账户的币种是美元,我们需要转换汇率,计算正确的英镑数额。

50美元*(1英镑/1.75美元)=28.57英镑

现在,剩下的部分和其他的例子一样。除以止损点数:

28.57英镑/200点=0.14英镑/点

最后,乘以已知的单位/点价值比:

0.14英镑/点*[(1万单位欧元/英镑)(1英镑/点)]=约为1426单位欧元/英镑

要向处于预先设定的风险水平内,张三不能卖出超过1429单位欧元/英镑。

账户币种不是所交易的货币对中的任意一种,而是转换货币中的基础货币

张三决定去瑞士滑雪,期间,他用自己的超级间谍电话通过当地外汇经纪商开立了一个交易账户。他发现了很好的瑞郎/日元行情,他决定如果该货币对冲破重要阻力水平——背离他100点左右,他就离开交易。张三仅愿意拿其5000瑞郎账户的1%冒险,即50瑞郎。

首先,我们需要找出50瑞郎换算为日元后的价值。由于账户币种与转换货币的基础货币相同,我们要做的就是用它乘上瑞郎/日元的汇率(85.00)。

50瑞郎*(85日元/1瑞郎)=4250日元

现在,剩下的部分和其他的例子一样。除以止损点数:

4250日元/100点=42.50日元/点

最后,乘以已知的单位/点价值比:

42.50日元/点*[(1万单位瑞郎/日元)(1日元/点)]=约为4250单位瑞郎/日元。

要保证损失小于等于50瑞郎,张三不能交易超过4250单位瑞郎/日元。